Quality and value experts
With Prof. Daniel Höchle and Prof. Tim Kröncke (Head of the FHNW Institute of Financial Management), OLZ AG has two proven experts in the field of equity valuation and factor investing at its side. Their extensive expertise will support the OLZ Investment Solutions team in circumventing the well-known “value and quality traps” of fundamental data analysis and developing innovative, practicable solutions. A central aspect of the project is the consideration of sector- and country-specific differences, which often pose a challenge for traditional “one-size-fits-all” factor constructions.
Aim of the project
The primary objective of this project is to develop advanced, differentiated and practical valuation formulas and rules for the calculation and use of quality and value factors. These new valuation approaches should enable a more precise investment analysis in various sectors and regions. The resulting factor portfolios aim to achieve an improved risk-return profile and exhibit less cyclical behavior than traditional value and quality factors.